Arbitrage, hedging and utility maximization using semi-static trading strategies with American options

Erhan Bayraktar, Zhou Zhou

    Research output: Contribution to journalArticlepeer-review

    5 Scopus citations

    Fingerprint

    Dive into the research topics of 'Arbitrage, hedging and utility maximization using semi-static trading strategies with American options'. Together they form a unique fingerprint.

    Mathematics

    Business & Economics